CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 0.9140 0.9060 -0.0080 -0.9% 0.9261
High 0.9198 0.9085 -0.0113 -1.2% 0.9330
Low 0.9034 0.9006 -0.0028 -0.3% 0.9072
Close 0.9051 0.9042 -0.0009 -0.1% 0.9149
Range 0.0164 0.0079 -0.0085 -51.8% 0.0258
ATR 0.0130 0.0127 -0.0004 -2.8% 0.0000
Volume 72,556 75,639 3,083 4.2% 293,910
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9281 0.9241 0.9085
R3 0.9202 0.9162 0.9064
R2 0.9123 0.9123 0.9056
R1 0.9083 0.9083 0.9049 0.9064
PP 0.9044 0.9044 0.9044 0.9035
S1 0.9004 0.9004 0.9035 0.8985
S2 0.8965 0.8965 0.9028
S3 0.8886 0.8925 0.9020
S4 0.8807 0.8846 0.8999
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9958 0.9811 0.9291
R3 0.9700 0.9553 0.9220
R2 0.9442 0.9442 0.9196
R1 0.9295 0.9295 0.9173 0.9240
PP 0.9184 0.9184 0.9184 0.9156
S1 0.9037 0.9037 0.9125 0.8982
S2 0.8926 0.8926 0.9102
S3 0.8668 0.8779 0.9078
S4 0.8410 0.8521 0.9007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9267 0.9006 0.0261 2.9% 0.0138 1.5% 14% False True 67,570
10 0.9330 0.9006 0.0324 3.6% 0.0132 1.5% 11% False True 62,251
20 0.9369 0.8987 0.0382 4.2% 0.0130 1.4% 14% False False 63,051
40 0.9408 0.8566 0.0842 9.3% 0.0121 1.3% 57% False False 62,101
60 0.9408 0.8530 0.0878 9.7% 0.0119 1.3% 58% False False 61,237
80 0.9408 0.8475 0.0933 10.3% 0.0125 1.4% 61% False False 46,869
100 0.9408 0.8000 0.1408 15.6% 0.0120 1.3% 74% False False 37,531
120 0.9408 0.7870 0.1538 17.0% 0.0112 1.2% 76% False False 31,285
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.9421
2.618 0.9292
1.618 0.9213
1.000 0.9164
0.618 0.9134
HIGH 0.9085
0.618 0.9055
0.500 0.9046
0.382 0.9036
LOW 0.9006
0.618 0.8957
1.000 0.8927
1.618 0.8878
2.618 0.8799
4.250 0.8670
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 0.9046 0.9102
PP 0.9044 0.9082
S1 0.9043 0.9062

These figures are updated between 7pm and 10pm EST after a trading day.

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